Estimation of stochastic volatility models
Year of publication: |
2010
|
---|---|
Authors: | Bartolucci, Francesco ; De Luca, Giovanni |
Published in: |
Computational methods in decision-making, economics and finance. - Drodrecht [u.a.] : Kluwer Academic Pub, ISBN 978-1-4419-5230-1. - 2010, p. 541-556
|
Subject: | Volatilität | Volatility | Stochastischer Prozess | Stochastic process | Schätzung | Estimation | Aktienindex | Stock index |
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